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Financing Agreements (Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral) (Details) - USD ($) $ in Thousands | Jun. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Assets Sold under Agreements to Repurchase [Line Items] |  |
Fair value of securities pledged as collateral under repurchase agreements | $ 5,700,000 | $ 11,300,000
Agreements with mark-to-market collateral provisions |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value |  | 0
Fair value of securities pledged as collateral under repurchase agreements | $ 2,668,741 | $ 0
Weighted average haircut (percent) | 34.29% | 0.00%
Financing agreements | $ 1,778,845 |
Agreements with non-mark-to-market collateral provisions |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value |  | $ 0
Fair value of securities pledged as collateral under repurchase agreements | $ 425,673 | $ 0
Weighted average haircut (percent) | 32.80% | 0.00%
Financing agreements | $ 257,752 |
Residential whole loans |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | 1,386,592 | $ 4,743,094
Fair value of securities pledged as collateral under repurchase agreements | $ 2,166,740 | $ 5,986,267
Weighted average haircut (percent) | 33.81% | 20.07%
Agency MBS |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 0 | $ 1,557,675
Fair value of securities pledged as collateral under repurchase agreements | $ 0 | $ 1,656,373
Weighted average haircut (percent) | 0.00% | 4.46%
Non-Agency MBS |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 1,282 | $ 1,121,802
Fair value of securities pledged as collateral under repurchase agreements | $ 2,564 | $ 1,420,797
Weighted average haircut (percent) | 50.00% | 20.27%
RPL/NPL MBS |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 29,785 | $ 495,091
Fair value of securities pledged as collateral under repurchase agreements | $ 51,540 | $ 635,005
Weighted average haircut (percent) | 38.10% | 21.52%
CRT securities |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 54,469 | $ 203,569
Fair value of securities pledged as collateral under repurchase agreements | $ 94,106 | $ 252,175
Weighted average haircut (percent) | 42.40% | 18.84%
MSR-related assets |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 146,642 | $ 962,515
Fair value of securities pledged as collateral under repurchase agreements | $ 255,035 | $ 1,217,002
Weighted average haircut (percent) | 38.24% | 21.18%
Other Interest Earning Assets |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 37,478 | $ 57,198
Fair value of securities pledged as collateral under repurchase agreements | $ 48,471 | $ 61,708
Weighted average haircut (percent) | 20.00% | 22.01%
Repurchase Agreement Borrowings |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Financing agreements | $ 3,692,845 | $ 9,140,944
Unamortized debt issuance expense | 0 | 1,123
Loan Securitization |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Fair value of securities pledged as collateral under repurchase agreements | 179,100 | 238,800
MSR Asset Financing |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Cash pledged as collateral | $ 7,700 | $ 25,200

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- Definition The weighted average percentage amount by which the collateral value is contractually required to exceed the loan amount on the Company's repurchase agreements borrowings. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Definition The fair value, as of the date of each statement of financial position presented, of securities which are owned but transferred to serve as collateral for the payment of repurchase agreements, and that are reclassified and separately reported in the statement of financial position because the transferee has the right by contract or custom to sell or re-pledge them. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=66007379&loc=d3e113888-111728 + Details
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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=49176635&loc=d3e9760-107771 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI http://asc.fasb.org/extlink&oid=120398452&loc=d3e534808-122878 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(a)(i)) -URI http://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 + Details
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